+992.0%
STX vs GFS
-3.7%
+995.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.7% |
| 7D | +2.4% | +1.0% | +1.3% | +2.0% |
| 30D | +1.4% | -8.6% | +10.0% | +5.0% |
| 3M | -8.2% | -46.5% | +38.3% | +17.6% |
| 6M | +127.0% | -4.8% | +131.8% | +135.6% |
| YTD | +209.1% | +29.7% | +179.5% | +187.0% |
| 1Y | +365.4% | +35.8% | +329.6% | +323.9% |
| 3Y | +1,135.4% | -18.3% | +1,153.7% | +1,163.6% |
| All | +992.0% | -3.7% | +995.7% | +1,051.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling